I gave a shot to your game.
Started as a knight, lost at some point, then as you mentioned, picked another character, so picked the gladiator the second time...
This time I reached the stairs of the first level... and I got stuck. The character just couldn't move, although I could open the menu... I didn't check your scripted event, but I'd advice you to check on other (working) peoples games to see how thinks are usually handled.
Also, not a big issue, but at the start when you control the cursor, you can open the menu... which is kinda messy since you don't have a character yet. Did you know you can prevent the player to open the menu through the enable/disable menu event (3rd page)
Last and least, if you don't intend to let the player leave the village on the way south, from the first screen, then I recommend putting something on the way... Make it obvious it's not a bug... Since you didn't bother putting an entrance in your dungeon, I don't really see the point of this...
It's kinda weird too, that it is not possible to get back to the village, no?
Anyway, I'm not much into roguelikes (I hate anything random...) so good luck with that.